I. Linear interacting dark energy: Analytical solutions and theoretical pathologies

Interacting dark energy (IDE) models, in which dark matter (DM) and dark energy (DE) exchange energy through a non-gravitational interaction, have long been proposed as candidates to address key challenges in modern cosmology. These include the coincidence problem, the $H_0$ and $S_8$ tensions, and, more recently, the hints of dynamical dark energy reported by the DESI collaboration. Given the renewed interest in IDE models, it is crucial to fully understand their parameter space when constraining them observationally, especially with regard to the often-neglected issues of negative energy densities and future big rip singularities. In this work, we present a comparative study of the general linear interaction $Q=3H(δ_{\rm dm}ρ_{\rm dm} + δ_{\rm de}ρ_{\rm de})$ and four special cases: $Q=3Hδ(ρ_{\rm dm}+ρ_{\rm de})$, $Q=3Hδ(ρ_{\rm dm}-ρ_{\rm de})$, $Q=3Hδρ_{\rm dm}$, and $Q=3Hδρ_{\rm de}$. For these five models, we perform a dynamical system analysis and derive new conditions that ensure positive, real, and well-defined energy densities throughout cosmic evolution, as well as criteria to avoid future big rip singularities. We obtain exact analytical solutions for $ρ_{\rm{dm}}$, $ρ_{\rm{de}}$, the effective equations of state ($w_{\mathrm{eff}}^{\rm{dm}}$, $w_{\mathrm{eff}}^{\rm{de}}$, $w_{\mathrm{eff}}^{\rm{tot}}$), and a reconstructed dynamical DE equation of state $\tilde{w}$. Using these results, we examine phantom crossings, address the coincidence problem, and apply the statefinder diagnostic to distinguish between models. We show that energy transfer from DM to DE inevitably produces negative energy densities and make future singularities more likely, while transfer from DE to DM avoids these pathologies and is thus theoretically favored.